A unified approach to discrete-time distributed parameter estimation by the least-squares method

DOI10.1080/00207728108963776zbMath0467.93060MaRDI QIDQ3921114

John H. Seinfeld, Shigeru Omatu

Publication date: 1981

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728108963776

zbMATH Keywords

prediction; Gaussian process; smoothers; least squares; predictors; discrete-time distributed parameter system; least squares predictor problem; partial difference-differential equations

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

60G15: Gaussian processes

93E11: Filtering in stochastic control theory

93C20: Control/observation systems governed by partial differential equations

93E10: Estimation and detection in stochastic control theory

Related Items

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Cites Work

• Modeling, estimation, and their applications for distributed parameter systems
• Distributed parameter filtering: boundary noise and discrete observations
• The optimal filtering problem for a discrete-time distributed parameter system
• Bayesian approach to distributed-parameter filtering and smoothing†